I used to feel bad that most super-villains were humans, but I was delighted to find that the Coneheads, too, have their problems:

Apparently Beldar went to seed after his movie bombed and he took up a life of crime. Pity.
Actually this is an image of DC's "Brain Storm", but I think the Coneheads connection is closer to the truth. Take this sentence from his character write-up: "Discovering at last that his brother was not dead, but merely teleported to France accidentally by Brain Storm's own power ... "
And when asked where he's from, what does Beldar the Conehead famously answer? That's right, "We are from France." I rest my case.
(Image and character @1985 DC Comics, Inc., "Who's Who", volume III.)